These days, most MP3 players can store any type of data, and it won’t interfere with your tunes at all.
The only difference is that some players require drivers to mount as external drives, and others do not.
If you’re looking for a flash-based player for data storage, I recommend one with a plug-in design that mounts as an external drive so that you require neither drivers nor a cable to ferry data between computers.
Plug-in player suggestions:
.Editors’ Choice: Creative MuVo TX FM (256MB)
.Bargain choice: Kanguru Micro MP3 Pro (256MB)
.Other choice: Seal sfp-190